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New algorithms for numerical integration and ODE solutions
03-14-2014, 10:40 PM
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RE: New algorithms for numerical integration and ODE solutions
Hi Namir

Your SONI algorithm uses this:
h = 2 * |YMaxDelta / f’(X1)|

When I used the function EXP(-X)*(SIN(X))^2, this function evaluates to zero at x=0, and also the derivative is zero at x=0. This should cause the equation for h to blow up.

It doesn't in your example because your MyDx function is an approximation. However if an improved MyDx function is used that generates a number much closer to zero, h ends up being very large.

In this case the next DO loop evaluates the function at a large X2, which coincidentally is also close to zero causing it to exit the DO.

I think some protection on h near zero slope and when the slope is rapidly changing would be a valuable improvement.
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RE: New algorithms for numerical integration and ODE solutions - Dan W - 03-14-2014 10:40 PM



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